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            <li class="nav-item" data-bs-level="1"><a href="#_1" class="nav-link">超跌反弹反转策略</a>
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            <li class="nav-item" data-bs-level="2"><a href="#1" class="nav-link">1. 策略分类和核心逻辑</a>
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            <li class="nav-item" data-bs-level="2"><a href="#2" class="nav-link">2. 选股条件</a>
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            <li class="nav-item" data-bs-level="2"><a href="#3" class="nav-link">3. 买入条件</a>
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            <li class="nav-item" data-bs-level="2"><a href="#4" class="nav-link">4. 卖出条件</a>
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            <li class="nav-item" data-bs-level="2"><a href="#5" class="nav-link">5. 仓位管理</a>
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            <li class="nav-item" data-bs-level="2"><a href="#6" class="nav-link">6. 风控管理</a>
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            <li class="nav-item" data-bs-level="2"><a href="#7" class="nav-link">7. 交易频率</a>
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<h1 id="_1">超跌反弹反转策略</h1>
<h2 id="1">1. 策略分类和核心逻辑</h2>
<ul>
<li>一级分类：技术面反转策略</li>
<li>二级分类：超跌反弹+均线突破</li>
<li>核心逻辑：捕捉长期下跌后首次突破55日均线的股票，利用超跌反弹的动能获取收益，通过严格止损控制风险。</li>
</ul>
<h2 id="2">2. 选股条件</h2>
<ul>
<li><strong>选股范围</strong>：全市场A股</li>
<li><strong>排除范围</strong>：</li>
<li>ST股及风险警示股票</li>
<li>科创板股票</li>
<li>上市未满250天的次新股</li>
<li>停牌股票</li>
<li>流通市值&lt;50亿的股票</li>
</ul>
<p>核心筛选流程：
- <strong>基本面初筛</strong>：ROE&gt;0，按ROE降序排列取前10
- <strong>技术面确认</strong>：55日均线突破信号验证
- <strong>超跌特征</strong>：长期下跌后的首次反弹</p>
<h2 id="3">3. 买入条件</h2>
<ul>
<li><strong>技术信号</strong>：</li>
<li>40日内仅有1-3天突破55日均线</li>
<li>最近3日内有突破55日均线</li>
<li>当前价格站上55日均线</li>
<li>10日内低点为60日内最低点</li>
<li><strong>仓位控制</strong>：</li>
<li>持仓数量：5只股票</li>
<li>等权重分配资金</li>
<li>可用现金充足性检查</li>
</ul>
<h2 id="4">4. 卖出条件</h2>
<ul>
<li><strong>技术卖出</strong>：</li>
<li>日内高点回撤5%</li>
<li>单日下跌5%</li>
<li>跌破55日均线2%</li>
<li><strong>止损卖出</strong>：</li>
<li>总亏损达到5%</li>
<li>任何卖出信号触发立即执行</li>
</ul>
<h2 id="5">5. 仓位管理</h2>
<ul>
<li>持仓数量：固定5只股票</li>
<li>资金分配：严格的等权重分配</li>
<li>调仓频率：日度信号检查</li>
<li>仓位控制：逐步建仓至满仓</li>
</ul>
<h2 id="6">6. 风控管理</h2>
<ul>
<li><strong>质量风控</strong>：排除ST、科创板等风险股票</li>
<li><strong>流动性风控</strong>：排除停牌股票</li>
<li><strong>技术风控</strong>：多重卖出信号监控</li>
<li><strong>止损风控</strong>：5%硬性止损线</li>
<li><strong>分散风控</strong>：5只股票分散投资</li>
</ul>
<h2 id="7">7. 交易频率</h2>
<ul>
<li>选股计算：开盘前</li>
<li>买入操作：开盘09:30</li>
<li>卖出操作：尾盘14:55</li>
<li>持仓监控：持续跟踪</li>
</ul>
<h2 id="8">8. 手动实操步骤</h2>
<p>第一步：盘前选股（开盘前）
- 获取全市场股票池
- 执行基本面和技术面筛选
- 确定10只候选股票
- 记录选股结果</p>
<p>第二步：开盘买入（09:30）
- 检查持仓数量是否不足5只
- 计算每只股票分配资金
- 按等权重执行买入
- 确保现金充足性</p>
<p>第三步：盘中监控
- 持续跟踪持仓价格
- 监控技术指标变化
- 准备卖出信号判断</p>
<p>第四步：尾盘卖出（14:55）
- 检查所有持仓卖出条件
- 执行触发信号的卖出操作
- 记录卖出原因和结果</p>
<p>第五步：盘后总结（收盘后）
- 分析当日交易记录
- 计算账户收益率
- 总结策略表现
- 优化参数设置</p>
<p>策略流程：
全市场筛选 → 基本面ROE排序 → 55日均线突破确认 → 等权重买入 → 多重卖出信号监控</p>
<p>策略优势：
- 明确的买卖信号
- 严格的止损纪律
- 超跌反弹的弹性收益
- 系统化的风险管理</p>
<p>风险提示： 该策略专门选择超跌反弹股票，在熊市末期和震荡市中表现较好，但在单边下跌市中可能面临连续止损。超跌股的流动性风险需要关注，建议投资者配合其他策略分散风险，严格控制单股仓位。</p></div>
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